Related papers: Universal, sample-optimal algorithms for recovery …

We consider the problem of global optimization of an unknown non-convex smooth function with zeroth-order feedback. In this setup, an algorithm is allowed to adaptively query the underlying function at different locations and receives noisy…

We consider universal approximations of symmetric and anti-symmetric functions, which are important for applications in quantum physics, as well as other scientific and engineering computations. We give constructive approximations with…

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Several large-scale machine learning tasks, such as data summarization, can be approached by maximizing functions that satisfy submodularity. These optimization problems often involve complex side constraints, imposed by the underlying…

We study $L_q$-approximation and integration for functions from the Sobolev space $W^s_p(\Omega)$ and compare optimal randomized (Monte Carlo) algorithms with algorithms that can only use iid sample points, uniformly distributed on the…

Soft extrapolation refers to the problem of recovering a function from its samples, multiplied by a fast-decaying window and perturbed by an additive noise, over an interval which is potentially larger than the essential support of the…

We consider the task of recovering a Sobolev function on a connected compact Riemannian manifold $M$ when given a sample on a finite point set. We prove that the quality of the sample is given by the $L_\gamma(M)$-average of the geodesic…

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

We prove convergence rates of linear sampling recovery of functions in abstract Bochner spaces satisfying weighted summability of their generalized polynomial chaos expansion coefficients. The underlying algorithm is a function-valued…

We study efficient and reliable methods of capturing and sparsely representing anisotropic structures in 3D data. As a model class for multidimensional data with anisotropic features, we introduce generalized three-dimensional cartoon-like…

In nonparametric regression problems involving multiple predictors, there is typically interest in estimating an anisotropic multivariate regression surface in the important predictors while discarding the unimportant ones. Our focus is on…

We propose an adaptive smoothing algorithm based on Nesterov's smoothing technique in \cite{Nesterov2005c} for solving "fully" nonsmooth composite convex optimization problems. Our method combines both Nesterov's accelerated proximal…

Using techniques developed recently in the field of compressed sensing we prove new upper bounds for general (nonlinear) sampling numbers of (quasi-)Banach smoothness spaces in $L^2$. In particular, we show that in relevant cases such as…

This paper studies function approximation in Gaussian Sobolev spaces over the real line and measures the error in a Gaussian-weighted $L^p$-norm. We construct two linear approximation algorithms using $n$ function evaluations that achieve…

We consider optimal route planning when the objective function is a general nonlinear and non-monotonic function. Such an objective models user behavior more accurately, for example, when a user is risk-averse, or the utility function needs…

We introduce a sampling theoretic framework for the recovery of smooth surfaces and functions living on smooth surfaces from few samples. The proposed approach can be thought of as a nonlinear generalization of union of subspace models…

We study the problem of recovering an unknown compactly-supported multivariate function from samples of its Fourier transform that are acquired nonuniformly, i.e. not necessarily on a uniform Cartesian grid. Reconstruction problems of this…

Let $\mathcal{D}$ be the dictionary of Gaussian mixtures: the functions created by affine change of variables of a single Gaussian in $n$ dimensions. $\mathcal{D}$ is used pervasively in scientific applications to a degree that…

Anisotropic rotation averaging has recently been explored as a natural extension of respective isotropic methods. In the anisotropic formulation, uncertainties of the estimated relative rotations -- obtained via standard two-view…

This paper concerns with iterative schemes for the perfect reconstruction of functions belonging to multiresolution spaces on bounded manifolds from nonuniform sampling. The schemes have optimal complexity in the sense that the…